A Tool for Estimating Arrival, Balking and Reneging Distribution

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The transactional data typically collected/available on queueing systems are often subject to censoring as unsuccessful arrivals due to balking and/or unserved entities due to reneging are not recorded. In fact, in many situations, the true arrival, balking, and reneging events are unobservable, making it virtually impossible to collect data on these stochastic processes – information that is crucial for capacity planning and process improvement decisions. The objective of this code and accompanying paper is to estimate the true (latent) external arrival, balking, and reneging processes in queueing systems from such censored transactional data. The proposed method does not require any assumptions on the underlying distribution family and is applicable in any complex queueing situation as long as it is simulable.

The paper provides general guidelines for specifying the parameters of the proposed approach, namely sample size and number of replications. The paper also provides a real-world application in a call center, where data on the true arrival, balking and reneging processes are available and used for validation purposes.

Manuscript

The manuscript is currently under review and can be downloaded from here.